NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 25-Jan-2011
Day Change Summary
Previous Current
24-Jan-2011 25-Jan-2011 Change Change % Previous Week
Open 4.930 4.743 -0.187 -3.8% 4.670
High 4.930 4.754 -0.176 -3.6% 4.853
Low 4.700 4.565 -0.135 -2.9% 4.564
Close 4.720 4.633 -0.087 -1.8% 4.837
Range 0.230 0.189 -0.041 -17.8% 0.289
ATR 0.131 0.136 0.004 3.1% 0.000
Volume 13,539 8,313 -5,226 -38.6% 29,748
Daily Pivots for day following 25-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.218 5.114 4.737
R3 5.029 4.925 4.685
R2 4.840 4.840 4.668
R1 4.736 4.736 4.650 4.694
PP 4.651 4.651 4.651 4.629
S1 4.547 4.547 4.616 4.505
S2 4.462 4.462 4.598
S3 4.273 4.358 4.581
S4 4.084 4.169 4.529
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.618 5.517 4.996
R3 5.329 5.228 4.916
R2 5.040 5.040 4.890
R1 4.939 4.939 4.863 4.990
PP 4.751 4.751 4.751 4.777
S1 4.650 4.650 4.811 4.701
S2 4.462 4.462 4.784
S3 4.173 4.361 4.758
S4 3.884 4.072 4.678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.930 4.565 0.365 7.9% 0.148 3.2% 19% False True 9,298
10 4.930 4.486 0.444 9.6% 0.130 2.8% 33% False False 9,615
20 4.930 4.290 0.640 13.8% 0.125 2.7% 54% False False 7,298
40 4.930 4.147 0.783 16.9% 0.124 2.7% 62% False False 5,031
60 4.930 4.043 0.887 19.1% 0.122 2.6% 67% False False 3,904
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.557
2.618 5.249
1.618 5.060
1.000 4.943
0.618 4.871
HIGH 4.754
0.618 4.682
0.500 4.660
0.382 4.637
LOW 4.565
0.618 4.448
1.000 4.376
1.618 4.259
2.618 4.070
4.250 3.762
Fisher Pivots for day following 25-Jan-2011
Pivot 1 day 3 day
R1 4.660 4.748
PP 4.651 4.709
S1 4.642 4.671

These figures are updated between 7pm and 10pm EST after a trading day.

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